Climate change and globalization affect the suitable conditions for agricultural crops and insect pests, threatening future food security. It remains unknown whether shifts in species' climatic suitability will be linear or rather non-linear, with crop exposure to pests suddenly increasing when a critical temperature threshold is crossed. Moreover, uncertainty of forecasts can arise because of the modelling approach based either on species distribution data or on physiological measurements. Here, we compared the predictions of two modelling approaches (physiological models and species distribution models) for forecasting the potential distribution of agricultural insect pests in Europe. Despite conceptual differences, we found good agreement overall between the two approaches. We further identified a potential regime change in pest pressure along a temperature gradient. With both modelling approaches, we found an inflection point in the number of pest species with suitable climatic conditions around a minimum temperature of the coldest month of -3°C. Our results could help decision-makers anticipate the onset of rising pest pressure and provide support for intensifying surveillance measures, particularly in regions where temperatures are already beyond the inflection point.